Well, I don't think there are any keyboard apps that allow you to do that; as said before, the most they can do is suggest a word when you write something but yeah, like you said, if the word is not in the app's dictionary, it won't be able to suggest a correction.
However, you can download apps that support spell checking of documents or text snippets (most 'Office' apps do, or just search "Spell Check" in Play Store).